Senior Rates Quant
Company: Quanta Search
Location: Corona Del Mar
Posted on: April 3, 2026
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Job Description:
Our client, a prominent Asset Management firm, is looking for a
seasoned interest rate quant to help lead enhancements of their
analytics for interest rate products and increase support for the
Asia-Pacific region. Required Skill Set Strong expertise in
stochastic interest rate modelling with a view to pricing, relative
value assessment, and risk management of interest rate options
Strong technical expertise in vanilla interest rate products,
particularly with regards to post 2008 pricing adjustments like
xccy basis, tenor basis, collateral discounting Familiarity with
non-USD interest rate markets is very useful, particular with
regards to the Asia-Pacific region Strong general quantitative
skills, specifically financial mathematics, probability,
statistics, econometrics. The candidate should have at least a
Master’s degree in a quantitative discipline such as mathematics,
financial economics, econometrics, physics. A PhD degree would be
useful, but is not a necessary condition. The candidate must be
very comfortable programming in C++ and python An emerging markets
fixed income background is a possibility for a strong candidate
looking to branch out into more developed markets Job Description
and Functions The function is that of an interest rate quant
supporting the specialist portfolio managers for interest rate and
FX products, specifically: Develop enhancements to the design of
C++ libraries for interest rate product pricing and risk
management. Examples include ongoing improvements to the interest
rate and bond curve library, development of models for non-vanilla
interest rate products, interface architecture for integration with
the wider pricing and risk management systems Develop enhancements
to the eco-system for rapid development of pre-trade analytics used
by portfolio managers. Mentor more junior members of the team
Provide quantitative support and expertise to portfolio managers
Additional Information The candidate should be a seasoned interest
rate quant, typically with 6 years of experience either on the
sell-side or a strong buy-side organization. The position reports
to the global head of Rates, FX, Commodities, and EM Analytics, and
will help further the global development of interest rate analytics
while enhancing the ability of the group to serve portfolio
managers in the Asia-Pacific region. The position is intended to be
based in Southern CA. Flexibility to travel is a prerequisite.
Thank you for illuminating hiring with Quanta Search!
www.quantasearch.com
Keywords: Quanta Search, Moreno Valley , Senior Rates Quant, Accounting, Auditing , Corona Del Mar, California
